4.35Open3.90Pre Close17 Volume2.32K Open Interest20.00Strike Price6.67KTurnover98.05%IV0.51%PremiumDec 20, 2024Expiry Date3.63Intrinsic Value100Multiplier6DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.9227Delta0.0498Gamma6.30Leverage Ratio-0.0373Theta0.0028Rho5.81Eff Leverage0.0043Vega